The evolution of two stacks in bounded space and random walks in a triangle
Proceedings of the 12th symposium on Mathematical foundations of computer science 1986
A direct approach to the exit problem
SIAM Journal on Applied Mathematics
Random walks, heat equation and distributed algorithms
Journal of Computational and Applied Mathematics
The Art of Computer Programming Volumes 1-3 Boxed Set
The Art of Computer Programming Volumes 1-3 Boxed Set
The Exhaustion of Shared Memory: Stochastic Results
WADS '93 Proceedings of the Third Workshop on Algorithms and Data Structures
Data structures with dynamical random transitions
Random Structures & Algorithms
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We analyze a model of exhaustion of shared resources where allocation and deal-location requests are modeled by dynamical random variables as follows: Let (E, A, µ, T) be a dynamical system where (E, A, µ) is a probability space and T is a transformation defined on E. Let d ≥ 1 and f1,.....,fd be functions defined on E with values in [0, 1/d]. Let (Xi)i ≥ 1 be a sequence of independent random vectors with values in Zd. Let x ∈ E and (ej)1 ≤ j ≤ d be the unit coordinate vectors of Zd. For every i ≥ 1, the law of the random vector Xi is given by P(Xi = z) = {fj(Tix) if z = ej, 1/d - fj(Tix) if z = -ej, 0 otherwise. We write S0 = 0, Sn = ∑ sum n i=1 Xi for n ≥ 1 for the Zd-random walk generated by the family (Xi)i ≥ 1. When T is a rotation on the torus then explicit calculations are possible. This stochastic model is a (small) step towards the analysis of distributed algorithms when allocation and deallocation requests are time dependent. It subsumes the models of colliding stacks and of exhaustion of shared memory considered in the literature [14, 15, 11, 16, 17, 20]. The technique is applicable to other stochastically modeled resource allocation protocols such as option pricing in financial markets and dam management problems.